+37.3%
IR vs LNG
+222.3%
-184.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.9% | -6.7% | +4.8% | -0.7% |
| 30D | -15.0% | +3.9% | -18.9% | -15.7% |
| 3M | -0.4% | +15.5% | -15.9% | -3.4% |
| 6M | -15.0% | +10.5% | -25.6% | -17.6% |
| YTD | -7.1% | +43.0% | -50.0% | -15.3% |
| 1Y | -7.5% | +18.9% | -26.4% | -12.1% |
| 3Y | +6.3% | +74.7% | -68.4% | -8.6% |
| 5Y | +37.3% | +231.2% | -193.9% | +2.2% |
| All | +37.3% | +222.3% | -184.9% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling